PROGRAM. 16:00 - Departure for Zakopane by coach from the Main Building of the University
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1 THE 10 TH PROFESSOR ALEKSANDER ZELIAS INTERNATIONAL CONFERENCE ON MODELLING AND FORECASTING OF SOCIO-ECONOMIC PHENOMENA MAY 10-13, 2016, ZAKOPANE, POLAND Tuesday, May 10, 2016 PROGRAM 16:00 - Departure for Zakopane by coach from the Main Building of the University 18:30 - Lodging in Conference-Recreation Center HYRNY, Piłsudskiego 20 Street, Zakopane 19:00 20:00 - Di nne r Wednesday, May 11,2016 8:45 8:55 - Opening Address by Prof. dr hab. Józef Pociecha 8:55 9:00 Opening Address by authorities representative of Cracow University of Economics Invited Session Chairperson: Prof. dr hab. Andrzej Sokołowski Prof. Dr. Salvatore Ingrasssia Modelling unobserved heterogeneity through finite mixtures: applications, results and perspectives 9:45 10:00 - Discussion 10:00 10:45 - Prof. dr hab. Rafał Weron New trends in energy market forecasting 10:45 11:00 - Discussion 11:00 11:30 - Coffee break Session I: Contemporary financial problems Chairperson: Prof. dr hab. Rafał Weron 11:30 11:50 - Prof. dr hab. Anatoliy Pilyavskyy, Ing. Liběna Černohorská Ph.D Comparative performance of banks of the Visegrad group for the period :50 12:00 - Discussion 12:00 12:20 - Dr Radosław Pietrzyk, dr Paweł Rokita Risk measurement for short-term and long-term goals in a household financial plan 12:20 12:30 - Discussion 12:30 12:50 - Dr Roman Huptas Modelling and forecasting intra-daily trading volume using autoregressive conditional volume models 12:50 13:00 - Discussion 13:00 14:00 - Lunch Session II: Threats to contemporary world Chairperson: Prof. RNDr. Viera Pacáková, Ph.D.
2 15:00 15:20 - Pavla Jindrová, Ph.D. Modelling insured catastrophe losses 15:20 15:30 - Discussion 15:30 15:50 - Dr Zinaida Palian, Anna Tishchenko Modern political views of Ukrainian population: statistical evaluation and analysis 15:50 16:00 - Discussion 16:00 16:20 - Prof. Erik Šoltés Ph. D, Mgr Tatiana Šoltésová Ph.D Occurrence of low work intensity in Slovakia in relation to assessment of poverty and social exclusion 16:20 16:30 - Discussion 16:30 17:00 - Coffee break Session III: Modelling of economic processes Chairperson: Prof. dr hab. Józef Pociecha 17:00 17:20 - Prof.UE dr hab. Katarzyna Kuziak, dr hab. Krzysztof Piontek Systemic risk measurement: GARCH approach for CoVaR estimating 17:20 17:30 - Dscussion 17:30 17:50 - Prof. dr hab. Natalya V. Kovtun, prof. dr hab. Anzhela I. Ignatyuk Quantitative measurement and modelling of globalization of companies and markets 17:50 18:00 - Discussion 18:00 18:20 - Dr hab. Marek Dąbrowski, dr Justyna Wróblewska Exchange rate regime and sensitivity to economic and financial shocks in Central European countries 18:20 18:30 - Discussion 18:30-18:50 - Prof. PK dr hab. Victor Shevchuk Fiscal austerity in Germany and spillovers in the Central and East European countries 18:50 19: 00 - Discussion 19:00 20:00 - Dinner Thursday, May 12, 2016 Invited Session Chairperson: Prof. dr hab. Tadeusz Kufel 8:45 9:20 - Prof. dr hab. Andrzej Bąk Microeconometrics in empirical research of consumer preferences 9:20 9:30 - Discussion Session IV: Statistical methods and their applications (session in Polish) Chairperson: Prof. dr hab. Jadwiga Suchecka 9:30 9:50 - Prof. dr hab. Marek Walesiak The Choice of Variable Normalization Method in Multidimensional Scaling with clustersim Package and R Environment 9:50 9:55 - Discussion 9:55 10:15 - Dr Marcin Błażejowski, dr Paweł Kufel, prof. dr hab. Tadeusz Kufel Simulation based forecasting from TAR models - assumptions, procedure and implementation 10:15 10:20 - Discussion
3 10:20 10:50 - Coffee break Session V: Problems of spatial modeling (session in Polish) Chairperson: Prof. dr hab. Marek Walesiak. 10:50 11:10 - Prof. dr hab. Jadwiga Suchecka Spatial sampling methods for their importance for analysis results 11:10 11:15 - Discussion 11:15 11:35 - Prof. UE dr hab. Elżbieta Sobczak Changes in spatial concentration of workforce by sectors of technical advancement in European Union regions 11:35 11:40 - Discussion 11:40 12:00 - Prof. UE dr hab. Małgorzata Markowska Identification of Countries Importance in EU Economy Using a Measure for Structural Changes Decomposition 12:00 12:05 - Discussion 12:05-12:25 - Prof.US dr hab. Jacek Batóg, dr Krzysztof Dmytrów Analysis of regional paths of economic development 12:25 12:30 - Discussion 12:30 13:30 - Poste r se ssion Dr Bożena Boryczko Can the long-term forecasts be credible? Mgr Łukasz Wawrowski, mgr Michał Pietrzak, prof. UEP dr hab. Grażyna Dehnel Using Fay-Herriot Model to evaluated the activity enterprises Dr Marta Dziechciarz-Duda An attempt to identify the factors determining the household situation based on the durable goods endowment Prof. US dr hab. Iwona Foryś, dr Barbara Batóg Comparison of the structure of sold apartments in chosen cities in northwest Poland Dr Mieczyslaw Gruda Agriculture Sector in the Contekxt of Nationality Economy: Sectoral Growth and Interactions in Development Economies of in Selected EU Member States Dr Monika Hadaś-Dyduch Econometric-wavelet prediction GDP in the aspect of space-time Mgr Maria Kłusek Taxonomic analysis of the demographic situation in Poland Dr Jarosław Krajewski Forecasting Inflation in Poland with Dynamic Factor Model Dr Marta Małecka Spectral VaR test statistical properties Dr Artur Mikulec Ratio analysis of the enterprises lifespan in lodzkie voivodeship Dr Michał Pietrzak, dr Adam P. Balcerzak Assessment of Socio-Economic Sustainable Development in New European Union Members States in the years Mgr Dominika Polko-Zając Application of the permutation test for comparing regression models Mgr Magdalena Popek Attitudes of students of Poznan Dr Aneta Ptak-Chmielewska
4 14:00 15:00 - Lunch 15:00 19:00 - Guided tour Semiparametric Cox regression model in the assessment of corporate credit risk Mgr Angelina Rajda-Tasior Comparing population distributions with censored data in area of complaints Dr Agata Sielska, dr hab. Tomasz Kuszewski Fuel poverty of polish farms Dr inż. Jacek Stelmach On the dynamics of the correlation between macroeconomic variables based on petroleum raw materials Dr Piotr Strożek Information and communication technologies in Poland regional approach Dr Piotr Sulewski Probability paper for the generalized gamma distribution Dr Rafał Zbyrowski VAR modeling housing prices in Poland 20:00 - Ceremonial dinner Friday, May 13, 2016 Session VI: Methods of statistical-financial analyses (session in Polish) Chairperson: Doc. Ing. Eva Sodomova, PhD. 9:00 9:20 - Prof. dr hab. Adam Sagan, dr Justyna Brzezińska, dr Aneta Rybicka, Conjoint analysis based on Thurstone judgement comparison model in the optimization of banking products 9:20 9:25 - Discussion 9:25 9:45 - Dr Jadwiga Kostrzewska, dr Maciej Kostrzewski, Prof. UEK dr hab. Barbara Pawełek, dr Krzysztof Gałuszka The Classical and Bayesian Logistic Regression in the Research on the Financial Standing of Enterprises after Bankruptcy in Poland 9:45 9:50 - Discussion 9:50 10:10 - Dr hab. Agnieszka Przybylska-Mazur The selected method of analysis of the impact balanced budget rule on the economy 10:10 10:15 - Discussion 10:15 10:45 - Coffee break Session VII: Statistical methods in economic research (session in Polish) Chairperson: Prof. dr hab. Andrzej Bąk 10:45 11:05 - Prof. UEP dr hab. Grażyna Dehnel, dr Tomasz Klimanek Disability in the National Census of Population 2002 and 2011 under Horvitz -Thompson estimation 11:05 11:10 - Discussion 11:10 11:30 - Prof. US dr hab. Iwona Foryś, mgr Radosław Gaca Theoretical and practical aspects of qualitative variable descriptions of the apartments valuation multiple regression models 11:30 11:35 - Discussion 11:35 11:55 - Dr hab. Jacek Białek Methods of the CPI substitution bias reduction
5 11:55 12:00 - Discussion 12:00 12:30 Summary Discussion led by Prof. dr hab. Józef Pociecha 12:30 13:30 - Lunch 13:30 - Departure for Cracow by coach Website :
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